Results 31 to 40 of about 124,330 (306)

Multivariate Risk-Neutral Pricing of Reverse Mortgages under the Bayesian Framework

Risks, 2019
In this paper, we suggest a Bayesian multivariate approach for pricing a reverse mortgage, allowing for house price risk, interest rate risk and longevity risk.
Jackie Li, Atsuyuki Kogure, Jia Liu
doaj   +1 more source

Alternative Methods of Estimating the Longevity Risk [PDF]

SSRN Electronic Journal, 2018
The aim of this paper is to estimate the longevity rsk and its trend according to the age of the individual. We focus on individuals over 65. We use the value-at-risk to measure the longevity risk. We have proposed the use of an alternative methodology based on the estimation of the truncated cumulative distribution function and the quantiles. We apply
Bolancé Losilla, Catalina, Guillén, Montserrat, Ornelas Vargas, Arelly   +2 more
openaire   +2 more sources

Familial longevity is marked by lower diurnal salivary cortisol levels: the leiden longevity study [PDF]

, 2012
Background Reported findings are inconsistent whether hypothalamic-pituitary-adrenal (HPA) signaling becomes hyperactive with increasing age, resulting in increasing levels of cortisol.
Westendorp, Rudi G J, Oei Nicole Y. L., Maier, Andrea B., Jansen, Steffy W M, Maier, A.B., de Craen, Anton J M, Akintola, Abimbola A., Pijl Hanno, Noordam, Raymond, Slagboom, P. Eline, Hanno Pijl, Diana van Heemst, Raymond Noordam, Jansen, SWM, Westendorp, RGJ, van der Grond Jeroen, Westendorp Rudi G. J., van Heemst, Diana, P Eline Slagboom, Noordam, R., Steffy W M Jansen, Heemst, D. van, Leiden Longevity Study group, Craen, A.J.M. de, van der Grond, J, Oei, Nicole YL, Jeroen van der Grond, van Heemst Diana, Anton J M de Craen, de Craen Anton J. M., Jansen, S.W.M., van Heemst, D, Noordam, R, de Craen, AJM, Akintola Abimbola A., Grond, J. van der, Pijl, Hanno, Oei, N.Y.L., Maier, Andrea B.; id_orcid, Rudi G J Westendorp, Maier, AB, Maier Andrea B., Pijl, H., Leiden Longevity Study Grp, Slagboom, PE, Noordam Raymond, Nicole Y L Oei, Jansen, Steffy, Slagboom, P.E., de Craen, Anton JM, Oei, Nicole Y L, Andrea B Maier, Jansen Steffy W. M., Oei, NYL, Westendorp, R.G.J., van der Grond, Jeroen, Akintola, Abimbola A, Abimbola A Akintola, Slagboom P. Eline, Akintola, A.A., Akintola, AA, Maier, Andrea B, Westerndorp, Rudi GJ, Pijl, H   +63 more
core   +1 more source

Designing Annuities with Flexibility Opportunities in an Uncertain Mortality Scenario

Risks, 2021
We consider annuity designs in which the benefit amount is allowed to fluctuate (up or down), based on a given mortality/longevity experience. This way, guarantees are relaxed in respect of traditional annuity arrangements.
Annamaria Olivieri
doaj   +1 more source

Evidence on Individual Preferences for Longevity Risk [PDF]

SSRN Electronic Journal, 2013
AbstractThe standard model of intertemporal choice assumes risk neutrality towards the length of life: under additivity of lifetime utility and expected utility assumptions, agents are not sensitive to a mean preserving spread in the length of life.
Delprat, Gaëtan, Leroux, Marie-Louise, Michaud, Pierre-Carl   +2 more
openaire   +6 more sources

Can Pension Funds Partially Manage Longevity Risk by Investing in a Longevity Megafund?

Risks, 2018
Pension funds, which manage the financing of a large share of global retirement schemes, need to invest their assets in a diversified manner and over long durations while managing interest rate and longevity risks.
Edouard Debonneuil, Anne Eyraud-Loisel, Frédéric Planchet   +2 more
doaj   +1 more source

An Indexation Mechanism for Retirement Age: Analysis of the Gender Gap

Risks, 2019
The management of National Social Security Systems is being challenged more and more by the rapid ageing of the population, especially in the industrialized countries.
Mariarosaria Coppola, Maria Russolillo, Rosaria Simone   +2 more
doaj   +1 more source

Redistribution of longevity risk: The effect of heterogeneous mortality beliefs [PDF]

Insurance: Mathematics and Economics, 2017
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Boonen, T.J., De Waegenaere, A., Norde, H.   +2 more
openaire   +3 more sources

The Cost of Counterparty Risk and Collateralization in Longevity Swaps [PDF]

, 2014
Derivative longevity risk solutions, such as bespoke and indexed longevity swaps, allow pension schemes, and annuity providers to swap out longevity risk, but introduce counterparty credit risk, which can be mitigated if not fully eliminated by ...
Sun, A., Biffis, E., Blake, D., Pitotti, L, Pitotti, L., Biffis, E, Blake, D, Sun, J   +7 more
core   +1 more source

The human gut microbiome across the life course

FEBS Letters, EarlyView.
Despite significant individual variation and continuous change throughout life, the human gut microbiome follows some life stage‐specific trends. This article provides a brief overview of how gut microbiome composition shifts across different phases of life. Created in BioRender. Özkurt, E. (2026) https://BioRender.com/8q4nrnc.
Alise J. Ponsero, Basak Bahcivanci, Antonietta Hayhoe, Animesh Acharjee, Ezgi Özkurt   +4 more
wiley   +1 more source